Report NEP-RMG-2013-04-27

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-RMG

The following items were announced in this report:

• Item repec:dgr:uvatin:20130060 is not listed on IDEAS anymore

• Yashkir, Olga & Yashkir, Yuriy, 2013, "Monitoring of Credit Risk through the Cycle: Risk Indicators," MPRA Paper, University Library of Munich, Germany, number 46402, Mar.
• Huseyin Cagri Akkoyun & Ramazan Karasahin & Gursu Keles, 2013, "Systemic Risk Contribution of Individual Banks," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1318.
• Item repec:hal:wpaper:hal-00814702 is not listed on IDEAS anymore

• Viral V. Acharya & Robert Engle & Diane Pierret, 2013, "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," NBER Working Papers, National Bureau of Economic Research, Inc, number 18968, Apr.
• Schuster, Thomas & Kövener, Felix & Matthes, Jürgen, 2013, "New bank equity capital rules in the European Union: A critical evaluation," IW policy papers, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 6/2013.
• Beltratti, Andrea & Paladino, Giovanna, 2013, "Why do banks optimize risk weights? The relevance of the cost of equity capital," MPRA Paper, University Library of Munich, Germany, number 46410, Apr.
• Item repec:hal:wpaper:hal-00813199 is not listed on IDEAS anymore

• Item repec:trn:utwpem:2013/04 is not listed on IDEAS anymore

• Mohamed Mnasri & Georges Dionne & Jean-Pierre Gueyie, 2013, "How Do Firms Hedge Risks? Empirical Evidence from U.S. Oil and Gas Producers," Cahiers de recherche, CIRPEE, number 1307.
• Item repec:cte:idrepe:id-13-01 is not listed on IDEAS anymore

• Christian Grisse & Thomas Nitschka, 2013, "On financial risk and the safe haven characteristics of Swiss franc exchange rates," Working Papers, Swiss National Bank, number 2013-04.
• Nicolas Privault & Timothy Robin Teng, 2013, "Hedging in bond markets by the Clark-Ocone formula," Papers, arXiv.org, number 1304.6165, Apr.

Report NEP-RMG-2013-04-27

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-RMG

The following items were announced in this report: